The High Energy Transient Experiment satellite, launched in 1996, never separated from the final stage of the Pegasus launch vehicle. It's coming back to earth in the next few days. Four 33 pound batteries are the only parts expected to survive reentry, but their impact point is not yet known. The current prediction for reentry is April 7th, at 4:41am Eastern and updates can be found here.

After the first failure, MIT quickly moved to try again. HETE-2 was launched in October, 2000 and is working fine.